CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	1.3101	1.3095	-0.0006	0.0%	1.3025
High	1.3101	1.3211	0.0110	0.8%	1.3219
Low	1.3101	1.3095	-0.0006	0.0%	1.2982
Close	1.3101	1.3173	0.0072	0.5%	1.3219
Range	0.0000	0.0116	0.0116		0.0237
ATR	0.0080	0.0083	0.0003	3.2%	0.0000
Volume	8	8	0	0.0%	22

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3508	1.3456	1.3237
R3	1.3392	1.3340	1.3205
R2	1.3276	1.3276	1.3194
R1	1.3224	1.3224	1.3184	1.3250
PP	1.3160	1.3160	1.3160	1.3173
S1	1.3108	1.3108	1.3162	1.3134
S2	1.3044	1.3044	1.3152
S3	1.2928	1.2992	1.3141
S4	1.2812	1.2876	1.3109

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3851	1.3772	1.3349
R3	1.3614	1.3535	1.3284
R2	1.3377	1.3377	1.3262
R1	1.3298	1.3298	1.3241	1.3338
PP	1.3140	1.3140	1.3140	1.3160
S1	1.3061	1.3061	1.3197	1.3101
S2	1.2903	1.2903	1.3176
S3	1.2666	1.2824	1.3154
S4	1.2429	1.2587	1.3089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3229	1.3095	0.0134	1.0%	0.0055	0.4%	58%	False	True	7
10	1.3229	1.2945	0.0284	2.2%	0.0041	0.3%	80%	False	False	6
20	1.3229	1.2690	0.0539	4.1%	0.0028	0.2%	90%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3704
2.618	1.3515
1.618	1.3399
1.000	1.3327
0.618	1.3283
HIGH	1.3211
0.618	1.3167
0.500	1.3153
0.382	1.3139
LOW	1.3095
0.618	1.3023
1.000	1.2979
1.618	1.2907
2.618	1.2791
4.250	1.2602

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	1.3166	1.3169
PP	1.3160	1.3166
S1	1.3153	1.3162

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These figures are updated between 7pm and 10pm EST after a trading day.

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